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Model: Ratio
HQ Backtest BLK vs TROW
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
BLK BlackRock Inc Financial Services Asset Management 171654 0.0211 1055.67 753471
TROW T. Rowe Price Group Inc Financial Services Asset Management 24962 0.0445 116.5 2064231
Entry Threshold: 2.30 Exit Threshold: 0.00
Max Duration: 21 Entry Mode: Uptick Reversals:
MA Period: 21 MA Type: EMA StdDev Period: 21
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10764.37
Total net P/L: 764.37 Total ROI: 7.64 %
CAGR: 2.50 % Max. DD: 12.83 %
System Score: 0.328 Sharpe Ratio: 0.449
Start Date: 2021-01-04 End Date: 2023-12-29
Total days: 1089
Commissions: 108.00 Comm.% P/L 12.38 %
Total Transactions: 108 Log. Linearity: 50.797 %
Total enabled Long enabled Short BLK TROW
Total Profit/Loss 872.37 2002.26 -1129.89 -1884.49 2756.86
Total Profit 5167.61 2567.86 2599.76 5673.53 9713.76
Total Loss 4295.25 565.60 3729.65 7558.02 6956.90
Profit Factor 1.20 4.54 0.70 0.75 1.40
Trades 27 12 15 27 27
Winning Trades 17 8 9 11 16
Losing Trades 10 4 6 16 11
% Profitable 62.00 66.00 60.00 40.00 59.00
Profit/Loss Per Trade % 0.31 1.63 -0.73 -0.78 0.69
Profit Per Trade % 2.98 3.19 2.79 5.03 5.84
Loss Per Trade % 3.94 1.41 5.66 4.47 6.01
Days In Trade 401 188 213 401 401
Days In Trade (Avg. Per Trade) 14.85 15.67 14.20 14.85 14.85
% Days In Trade 36.82 17.26 19.56 36.82 36.82
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FB LN TW

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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.